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This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
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ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION
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- Published online by Cambridge University Press:
- 07 October 2019, pp. 347-366
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INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
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- 28 March 2022, pp. 443-480
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STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
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- 19 July 2005, pp. 757-794
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A New Test for Nonstationarity Against the Stable Alternative
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- 11 February 2009, pp. 81-104
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NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005
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- 30 August 2006, pp. 961-967
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KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING
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- 18 October 2022, pp. 558-607
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SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION
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- 17 November 2014, pp. 1192-1228
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USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
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- 04 April 2008, pp. 1063-1092
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TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
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- 01 December 2004, pp. 1168-1202
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Prediction Error Variances under Heteroscedasticity
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- 18 October 2010, pp. 293-294
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TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS: A Simulation Study
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- 27 July 2001, pp. 591-607
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A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
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- 22 April 2005, pp. 653-658
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IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL
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- 08 March 2019, pp. 386-409
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Nested Effects
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- 11 February 2009, pp. 658-659
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
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- 06 September 2007, pp. 1248-1253
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ACKNOWLEDGMENT OF RELATED PRIOR WORK
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- 03 November 2006, pp. 1177-1178
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SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION
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- 07 January 2020, pp. 583-625
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Standard Errors for the Long-Run Variance Matrix
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- 11 February 2009, pp. 305-306
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THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
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- 01 August 2009, pp. 903-913
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ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS
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- 31 March 2005, pp. 431-454
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